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Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti; Lütkepohl, Helmut - 1999
Persistent link: https://www.econbiz.de/10001425254
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Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten - 2000
Persistent link: https://www.econbiz.de/10001543855
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On adaptive estimation in partial linear models
Golubev, G.; Härdle, Wolfgang - 2000
Persistent link: https://www.econbiz.de/10001470204
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A bootstrap test for single index models
Härdle, Wolfgang; Mammen, Enno; Proença, Isabel - 2000
Persistent link: https://www.econbiz.de/10001470240
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Was there a regime change in the German monetary transmission mechanism in 1983?
Candelon, Bertrand; Lütkepohl, Helmut - 2000
Persistent link: https://www.econbiz.de/10001470261
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Web quantlets for time series analysis
Härdle, Wolfgang; Kleinow, Torsten; Knust, Florian - 2000
Persistent link: https://www.econbiz.de/10001470340
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Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang; Spokojnyj, Vladimir G.; Teyssière, … - 2000
Persistent link: https://www.econbiz.de/10001470372
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Local instrumental variables
Heckman, James J.; Vytlacil, Edward - 2000
Persistent link: https://www.econbiz.de/10001470565
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Comparison of tests for the cointegrative rank of a VAR process with a structural shift
Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten - 2000
Persistent link: https://www.econbiz.de/10001470724
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Backtesting beyond VaR
Härdle, Wolfgang; Stahl, Gerhard - 1999
Persistent link: https://www.econbiz.de/10001470768